Class Condition

Namespace

MassiveDotNet.Rest.Models

Assembly

MassiveDotNet.Rest.dll

A trade or quote condition code: its identifier, name, and type, the SIPs that carry it, and how it affects aggregates.

public sealed record Condition : IEquatable<Condition>

Inheritance

object

Condition

Implements

IEquatable<Condition>

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.ReferenceEquals(object, object)

object.ToString()

Remarks

Reference data, so a class (decision D4). SipMapping names the code each SIP uses for this condition; UpdateRules says whether a trade carrying it updates the high, low, open, close, and volume of consolidated and per-venue aggregates.

Properties

Abbreviation

A commonly-used abbreviation for this condition.

[JsonPropertyName("abbreviation")]
public string? Abbreviation { get; init; }

Property Value

string

AssetClass

An identifier for a group of similar financial instruments.

[JsonPropertyName("asset_class")]
public required string AssetClass { get; init; }

Property Value

string

DataTypes

Data types that this condition applies to.

[JsonPropertyName("data_types")]
[JsonConverter(typeof(PooledArrayConverter<string>))]
public required string[] DataTypes { get; init; }

Property Value

string[]

Description

A short description of the semantics of this condition.

[JsonPropertyName("description")]
public string? Description { get; init; }

Property Value

string

Exchange

If present, mapping this condition from a Massive code to a SIP symbol depends on this attribute. In other words, data with this condition attached comes exclusively from the given exchange.

[JsonPropertyName("exchange")]
public int? Exchange { get; init; }

Property Value

int?

Id

An identifier used by Massive for this condition. Unique per data type.

[JsonPropertyName("id")]
public int Id { get; init; }

Property Value

int

IsLegacy

If true, this condition is from an old version of the SIPs' specs and no longer is used. Other conditions may or may not reuse the same symbol as this one.

[JsonPropertyName("legacy")]
public bool? IsLegacy { get; init; }

Property Value

bool?

Name

The name of this condition.

[JsonPropertyName("name")]
public required string Name { get; init; }

Property Value

string

SipMapping

A comprehensive mapping that translates condition codes from individual SIPs (CTA, OPRA, UTP) to a unified code used by Massive. This facilitates consistent interpretation and application of market data conditions across different data streams, ensuring that users can accurately apply these conditions to their data analysis and reporting.

[JsonPropertyName("sip_mapping")]
public required SipMapping SipMapping { get; init; }

Property Value

SipMapping

Type

An identifier for a collection of related conditions.

[JsonPropertyName("type")]
public required string Type { get; init; }

Property Value

string

UpdateRules

A list of aggregation rules.

[JsonPropertyName("update_rules")]
public ConditionUpdateRules? UpdateRules { get; init; }

Property Value

ConditionUpdateRules